+57.4%
EXPE vs HTZ
-92.5%
+149.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.4% | +3.5% | -3.8% |
| 7D | -9.3% | -14.6% | +5.2% | -7.4% |
| 30D | +0.1% | -20.8% | +20.9% | +3.0% |
| 3M | -15.3% | -18.8% | +3.5% | -13.9% |
| 6M | +5.5% | -74.7% | +80.2% | +20.8% |
| YTD | -8.0% | -68.1% | +60.1% | +0.6% |
| 1Y | +18.9% | -73.5% | +92.4% | +33.2% |
| 3Y | +135.5% | -81.8% | +217.4% | +156.3% |
| 5Y | +44.3% | -95.2% | +139.5% | +102.1% |
| All | +57.4% | -92.5% | +149.9% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling